IMac Keyboard Shortcuts

When using my iMac keyboard, I am unable to mass select a range of files without having to individually select. Is there a shortcut that will enable this? On Windows I am able to select the first file and then press the shift key while selecting the last desired file, and all of the files in between to two locations are selected. I have searched the Apple keyboard shortcuts but have not been able to locate this particular item. Thank you in advance for helping me,